I have this code working without error. Basically, this code is to show value of Moving Averages on five previous bars per 5 minutes. MA's current value is omitted.
int TrendMinDurationBar = 5,
SlowPeriod = 14,
FastPeriod = 7;
void OnTick()
{
if ( NewBar( PERIOD_M5 ) == true ) MA( PERIOD_M5 );
}
void MA( int TF )
{
double Slow[], Fast[];
ArrayResize( Slow, TrendMinDurationBar + 1 );
ArrayResize( Fast, TrendMinDurationBar + 1 );
for ( int i = 1; i <= TrendMinDurationBar; i++ )
{ Slow[i] = NormalizeDouble( iMA( Symbol(), TF, SlowPeriod, 0, MODE_EMA, PRICE_OPEN, i ), Digits );
Fast[i] = NormalizeDouble( iMA( Symbol(), TF, FastPeriod, 0, MODE_EMA, PRICE_OPEN, i ), Digits );
Alert( "DataSlow" + ( string )i + ": " + DoubleToStr( Slow[i], Digits ) );
}
}
bool NewBar( int TF )
{
static datetime lastbar = 0;
datetime curbar = iTime( Symbol(), TF, 0 );
if ( lastbar != curbar )
{ lastbar = curbar; return( true );
}
else return( false );
}
When #property strict is included, the code is only working once after compiled. After new bar on M5 chart exist, it doesn't make any iteration.
What's the solution if I insist to use #property strict?
Works perfectly well with #property strict as an EA in MT4 Build 950.
Are you sure you are running it as EA and not as Script or Indicator?
Welcome to another New-MQL4.56789 Catch-22
My candidate from Help > MQL4 Reference > Updated MQL4
is
this one ( column [New MQL4 with #property strict] )
Functions of any type should return a value
and
one more to be reviewed,
code simply loses the logic even for static double alternative it would be extremely inefficient under these circumstances:
Local arrays are released when exiting {} block
Related
This is my first post on Stackoverflow although I've visited here for years.
I have read the message guidelines so I'll be as succinct and specific as possible.
I have been attempting to embed the code of a Custom Indicator directly in an Expert Advisor without having to call iCustom:
iCustom(Symbol(),60,"MB",3D,0,1)>0;
Thus far I've failed and whilst I believe it is probably a trivial thing to do for many, if you don't know, you don't know.
The iCustom code in question is the following and I'd be grateful for any assistance:
#property indicator_chart_window
#property indicator_buffers 2
#property indicator_color1 Blue
#property indicator_color2 Red
#property indicator_width1 5
#property indicator_width2 5
extern int 3D= 5
double AIAIAI[];
double B1B1B1[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init()
{
SetIndexBuffer( 0, AIAIAI );
SetIndexEmptyValue( 0, 0.0 );
SetIndexStyle( 0, DRAW_ARROW );
SetIndexArrow( 0, 250 );
SetIndexLabel( 0, NULL );
SetIndexBuffer( 1, B1B1B1);
SetIndexEmptyValue( 1, 0.0 );
SetIndexStyle( 1, DRAW_ARROW );
SetIndexArrow( 1, 250 );
SetIndexLabel( 1, NULL );
IndicatorDigits( 5 );
//---- name for DataWindow and indicator subwindow label
IndicatorShortName( MB(" + 3D+ ")" );
return( 0 );
}
//+------------------------------------------------------------------+
//| Custom indicator deinitialization function |
//+------------------------------------------------------------------+
int deinit()
{
return( 0 );
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start()
{
int counted_bars = IndicatorCounted();
if (counted_bars < 0) return (-1);
if (counted_bars > 0) counted_bars--;
int intLimit = Bars - counted_bars;
int LO, HI;
for( int NINI = intLimit; NINI >= 0; NINI-- )
{
AIAIAI[NINI] = 0.0;
B1B1B1[NINI] = 0.0;
LO = iLowest( Symbol(), Period(), MODE_LOW, 3D, NINI );
if ( LO == NINI )
{
AIAIAI[NINI] = Low[NINI];
}
HI = iHighest( Symbol(), Period(), MODE_HIGH, 3D, NINI );
if ( HI == NINI )
{
B1B1B1[NINI] = High[NINI];
}
}
return( 0 );
}
Thank you
The best way to package the indicator code with the compiled EA is to include it as a resource and continue to call it using icustom. When you do it this way, there is no need to refactor and extract indicator logic.
The syntax is as follows:
#resource "MyCustomIndicator.ex4"
double my_custom_zero_buffer(string symbol, int period, int setting, int i)
{
return iCustom(symbol, period, "::MyCustomIndicator.ex4", setting, 0, i);
}
When you compile this EA the Indicator will also be compiled and packaged together so you can use/distribute it without exposing the indicator logic
If you use the indicator as an example only, that is probably not a good indicator as it does not use buffers and overall very simple indicator. It should be quite easy to recompute the buffer value from the ea when you need it.
double iCustomValue(const int param,const int buffer,const int shift)
{
switch(buffer)
{
case 0:
if(iLowest(_Symbol,0,MODE_LOW,param,shift)==shift)
return iLow(_Symbol,0,shift);
break;
case 1:
if(iHighest(_Symbol,0,MODE_HIGH,param,shift)==shift)
return iLow(_Symbol,0,shift);
break;
}
return(0.0);
}
and use the function instead of your indicator. For more complicated indicators - keep in mind that calling indicators is slower of course but allows to test easier.
For a learning purpose, I am trying to code a simple MA indicator that changes color when price crosses. Though there are no errors, it draws nothing. Could you review the attached code to show me my mistake?
#property indicator_chart_window
#property indicator_buffers 2
extern int maperiod = 20;
extern int maprice = PRICE_CLOSE;
extern int mamethod = MODE_SMA;
extern color colorup = Green;
extern color colordn = Red;
double mamain[];
double bufferup[];
double bufferdn[];
//+------------------------------------------------------------------+
//| Custom indicator initialization function |
//+------------------------------------------------------------------+
int init(){
//--- indicator buffers mapping
SetIndexBuffer( 0, bufferup );
SetIndexStyle( 0, DRAW_LINE, 0, 2, colorup );
SetIndexBuffer( 1, bufferdn );
SetIndexStyle( 1, DRAW_LINE, 0, 2, colordn );
//---
return( 0 );
}
//+------------------------------------------------------------------+
//| Custom indicator iteration function |
//+------------------------------------------------------------------+
int start(){
//---
int counted_bars = IndicatorCounted();
if ( counted_bars < 0 ) return( -1 );
if ( counted_bars > 0 ) counted_bars--;
int limit = Bars - counted_bars;
for ( int i = limit; i >= 0 ; i-- )
{ mamain[i] = iMA( NULL, 0, maperiod, 0, 0, 0, i );
if ( mamain[i] >= iClose( NULL, 0, i ) ) bufferup[i] = mamain[i];
if ( mamain[i] <= iClose( NULL, 0, i ) ) bufferdn[i] = mamain[i];
}
//--- return value of prev_calculated for next call
return( 0 );
}
//+------------------------------------------------------------------+
"Old"-MQL4 may work for some time, but still, get used to new features:
extern ENUM_APPLIED_PRICE MAprice = PRICE_CLOSE; // AVOIDS incompatible values
extern ENUM_MA_METHOD MAmethod = MODE_SMA; // AVOIDS incompatible values
#define MAshift 0 // ADDS code == intent match-robustness
extern int MAperiod = 20;
extern color colorUP = clrGreen;
extern color colorDN = clrRed;
double bufferUP[];
double bufferDN[];
int init(){
ArrayInitialize bufferUP, EMPTY_VALUE );
SetIndexBuffer( 0, bufferUP );
SetIndexStyle( 0, DRAW_LINE, EMPTY, 2, colorUP );
SetIndexLabel( 0, "MA_ABOVE_Close" );
ArrayInitialize bufferDN, EMPTY_VALUE );
SetIndexBuffer( 1, bufferDN );
SetIndexStyle( 1, DRAW_LINE, EMPTY, 2, colorDN );
SetIndexLabel( 1, "MA_UNDER_Close" );
return( 0 );
}
int start(){
int counted_bars = IndicatorCounted();
if ( counted_bars < 0 ) return( -1 );
if ( counted_bars > 0 ) counted_bars--;
for ( int i = Bars - counted_bars; i >= 0 ; i-- ){
double C = iClose( _Symbol, PERIOD_CURRENT, i ),
A = iMA( _Symbol, PERIOD_CURRENT,
MAperiod,
MAshift,
MAmethod,
MAprice,
i
);
if ( A >= C ) bufferUP[i] = A;
if ( A <= C ) bufferDN[i] = A;
}
return( 0 );
}
New-MQL4.56789 uses another call-signature if #property strict:
int OnCalculate( const int rates_total,
const int prev_calculated,
const datetime &time_______ARR[],
const double &open_______ARR[],
const double &high_______ARR[],
const double &low________ARR[],
const double &close______ARR[],
const long &tick_volumeARR[],
const long &volume_____ARR[],
const int &spread_____ARR[]
){
//--- the main loop of calculations
for( int i = prev_calculated - 1;
( i < rates_total
&& !IsStopped() ); // AVOID SHARED (!) solo-THREAD BLOCKING
i++
){
// -----------------------------------------------------------------
double A = iMA( _Symbol, PERIOD_CURRENT,
MAperiod,
MAshift,
MAmethod,
MAprice,
i
);
if ( A >= close______ARR[i] ) bufferUP[i] = A;
if ( A <= close______ARR[i] ) bufferDN[i] = A;
// -----------------------------------------------------------------
}
return( rates_total );
}
your buffer mamain[] is not initialized.
int init(){
IndicatorBuffers(3);
SetIndexBuffer(2,mamain);
}
rates_total and prev_calculated seems preferred but of course you can use IndicatorCounted() but keep in mind the corner situation with the first bar: when you first attach the indicator to the chart, your counted_bars = 0 and limit = Bars, but mamain[] and other indicator buffers have Bars elements only, from 0 to Bars-1. so better to use
int limit = Bars - counted_bars - 1;
About resolving issues - in addition to asking here you can always try to attach your indicator to a chart and see it there's no error (terminal window - Experts folder), that will make delevopment faster
When I try to divide the two doubles in a buffer my indicator blacks out, and the values go extreme in the second window -90000000 and 90000000
#property indicator_separate_window // Îòîáðàæåíèå â îòäåëüíîì îêíå
#property indicator_buffers 3 // Êîëè÷åñòâî áóôåðîâ
#property indicator_color1 Red // Öâåò ïåðâîé ëèíèè
#property indicator_color2 Blue // Öâåò âòîðîé ëèíèè
#property indicator_color3 Green
double FillBuffer[];
double DBuffer[];
double AverageBuffer[];
double H,L;
double point=Point();
int init() // Ñïåöèàëüíàÿ ôóíêöèÿ init()
{
int period = _Period;
string symbol = Symbol();
int digits = _Digits ;
point = _Point ;
if(digits == 5 || digits == 3) { digits = digits - 1 ; point = point * 10 ; }
SetIndexBuffer(0,DBuffer);
SetIndexBuffer(1,FillBuffer);
SetIndexBuffer(2,AverageBuffer);
SetIndexStyle (0,DRAW_LINE,STYLE_SOLID,1);
SetIndexLabel(0, "ADR");
return(INIT_SUCCEEDED);
}
int start()
{
int i, limit, counted_bars;
counted_bars = IndicatorCounted();
//---- check for possible errors
if (counted_bars<0) return(-1);
//---- last counted bar will be recounted
if (counted_bars>0) counted_bars--;
limit = Bars - counted_bars;
for (i = limit; i >= 0; i--)
{
double dbuff= iHigh(NULL,0,i)- iLow(NULL,0,i);
double D0 = iHigh(NULL,0,i+1)- iLow(NULL,0,i+1);
double D1 = iHigh(NULL,0,i+2)- iLow(NULL,0,i+2);
double D2 = iHigh(NULL,0,i+3)- iLow(NULL,0,i+3);
double D3 = iHigh(NULL,0,i+4)- iLow(NULL,0,i+4);
double D4 = iHigh(NULL,0,i+5)- iLow(NULL,0,i+5);
double Average = ((D0+D1+D2+D3+D4)/5)/point;
FillBuffer[i]=dbuff/Average;
}
return(0);
When I try to divide the two values in FillBuffer[] my indicator blacks out. But if I just have either the dbuff or Average in the buffer it will show lines but I want the percentage one is of the other to be printed.
There is not much wrong with the code, but it does not paint the line:
Some polishing may help, but the core logic of the MQL4 Custom Indicator is forgotten in the code. If one does not assign a way, how to plot ( paint ) the line on screen, the GUI will remain "blacked-out" even though the values may have gotten calculated.
Performance warning:
Custom Indicators ( all Custom Indicators ) share one common solo-thread (!!), so proper performance tuning is warmly recommended in this type of MQL4-code-execution blocks.
Some further acceleration might be achieved by reducing / avoiding all the repetitive re-averaging via a sliding-window implementation replacement. While this is not so risky at 5-BARs deep re-processing, for deeper TimeSeries convolutions, the effect is significant and impressive in Strategy Tester accelerated mode of computing's run-times ( getting down to minutes instead of hours ). Worth one's time and efforts.
#property indicator_separate_window
#property indicator_buffers 3
#property indicator_color1 Red
#property indicator_color2 Blue
#property indicator_color3 Green
double FillBuffer[];
double DBuffer[]; // NEVER FILLED IN
double AverageBuffer[]; // NEVER FILLED IN
double point = Point();
int init()
{ int period = _Period; // NEVER CONSUMED
string symbol = Symbol(); // NEVER CONSUMED
int digits = _Digits ; // LOCAL SCOPE ONLY VISIBLE INSIDE init(){...}
point = _Point ;
if ( digits == 5 || digits == 3 ) { digits -= 1;
point *= 10;
}
SetIndexBuffer( 0, DBuffer );
SetIndexBuffer( 1, FillBuffer ); // 1: ASSIGNED, BUT NEVER SET TO HAVE ANY { DRAW_LINE | DRAW_ ... } GUI OUTPUT
SetIndexBuffer( 2, AverageBuffer ); // 2: ASSIGNED, BUT NEVER SET TO HAVE ANY { DRAW_LINE | DRAW_ ... } GUI OUTPUT
SetIndexStyle ( 0, DRAW_LINE, STYLE_SOLID, 1 ); // 0: SET AS DRAW_LINE ( BUT NEVER FILLED IN WITH DATA )
SetIndexLabel( 0, "ADR" );
return( INIT_SUCCEEDED );
}
int start()
{ int i, limit, counted_bars;
counted_bars = IndicatorCounted();
//----check for possible errors
if ( counted_bars < 0 ) return( -1 );
//----last counted bar will be recounted
if ( counted_bars > 0 ) counted_bars--;
limit = ( Bars - 5 ) - counted_bars; // AVOID 1st 5 BARS,
int i0, i1, i2, i3, i4, i5; // WHERE (i+5) WILL OVERFLOW THE TIMESERIES LEFT EDGE
for ( i = limit,
i1 = i + 1,
i2 = i + 2,
i3 = i + 3,
i4 = i + 4,
i5 = i + 5; i >= 0; i--,
i1--,
i2--,
i3--,
i4--,
i5--
)
{ FillBuffer[i] = ( High[i]
- Low[i]
)
/ ( ( High[i1] + High[i2] + High[i3] + High[i4] + High[i5] )
- ( Low[i1] + Low[i2] + Low[i3] + Low[i4] + Low[i5] )
)
/ 5.
/ point;
/* double dbuff = iHigh( NULL, 0, i ) - iLow( NULL, 0, i );
double D0 = iHigh( NULL, 0, i+1 ) - iLow( NULL, 0, i+1 );
double D1 = iHigh( NULL, 0, i+2 ) - iLow( NULL, 0, i+2 );
double D2 = iHigh( NULL, 0, i+3 ) - iLow( NULL, 0, i+3 );
double D3 = iHigh( NULL, 0, i+4 ) - iLow( NULL, 0, i+4 );
double D4 = iHigh( NULL, 0, i+5 ) - iLow( NULL, 0, i+5 );
double Average = ( ( D0 + D1 + D2 + D3 + D4 ) / 5 ) / point;
FillBuffer[i] = dbuff / Average;
*/
}
return( 0 );
}
I'm trying to build a first EA, code below, but it doesn't execute any trades.
I know it is very simple, but logically, I think this should Buy and Sell.
I'm trying to only use a code that I understand.
I'd appreciate it if anyone had any feedback!
//
extern int sma_short = 10;
extern int sma_long = 20;
extern double fakeout = 0.0005 ;
extern double stoploss = 150;
extern double risk = 1;
extern int slippage = 5;
extern int magicnumber = 12345;
extern bool SignalMail = false;
extern bool UseTrailingStop = true;
extern int TrailingStop = 150;
double sma_short_t3;
double sma_short_t0;
double sma_long_t3;
double sma_long_t0;
double sma_diff_t3;
double sma_diff_t0;
double lots;
double stoplosslevel;
int P = 1;
int ticket, ticket2;
int total = OrdersTotal();
bool OpenLong = false;
bool OpenShort = false;
bool CloseLong = false;
bool CloseShort = false;
bool isYenPair = false;
bool OpenOrder = false;
int OnInit()
{
if ( Digits == 5 || Digits == 3 || Digits == 1 ) P = 10; else P = 1; // To account for 5 digit brokers
if ( Digits == 3 || Digits == 2 ) isYenPair = true; // Adjust for YenPair
return( INIT_SUCCEEDED );
}
//+------------------------------------------------------------------+
//| Expert deinitialization function |
//+------------------------------------------------------------------+
void OnDeinit( const int reason )
{
}
//+------------------------------------------------------------------+
//| Expert tick function |
//+------------------------------------------------------------------+
void Start()
{
sma_short_t3 = iMA( NULL, 0, sma_short, 0, MODE_SMA, PRICE_CLOSE, 3 );
sma_short_t0 = iMA( NULL, 0, sma_short, 0, MODE_SMA, PRICE_CLOSE, 0 );
sma_long_t3 = iMA( NULL, 0, sma_long, 0, MODE_SMA, PRICE_CLOSE, 3 );
sma_long_t0 = iMA( NULL, 0, sma_long, 0, MODE_SMA, PRICE_CLOSE, 0 );
sma_diff_t3 = sma_long_t3 - sma_short_t3;
sma_diff_t0 = sma_long_t0 - sma_short_t0;
if ( OpenOrder )
{
if ( CloseLong || CloseShort )
{
OrderClose( OrderTicket(), OrderLots(), Bid, slippage, MediumSeaGreen );
OpenOrder = False;
CloseLong = False;
CloseShort = False;
}
}
if ( sma_diff_t3 < 0 && sma_diff_t0 > fakeout )
{
OpenLong = True ;
CloseShort = True;
}
if ( sma_diff_t3 > 0 && sma_diff_t0 < -fakeout )
{
OpenShort = True;
CloseLong = True;
}
lots = risk * 0.01 * AccountBalance() / ( MarketInfo( Symbol(), MODE_LOTSIZE ) * stoploss * P * Point ); // Sizing Algo based on account size
if ( isYenPair == true ) lots = lots * 100; // Adjust for Yen Pairs
lots = NormalizeDouble( lots, 2 );
if ( OpenLong )
{
stoplosslevel = Ask - stoploss * Point * P;
OrderSend( Symbol(), OP_BUY, lots, Ask, slippage, stoplosslevel, 0, "Buy(#" + magicnumber + ")", magicnumber, 0, DodgerBlue );
OpenOrder = True;
}
if ( OpenShort )
{
stoplosslevel = Bid + stoploss * Point * P;
OrderSend( Symbol(), OP_SELL, lots, Ask, slippage, stoplosslevel, 0, "Buy(#" + magicnumber + ")", magicnumber, 0, DodgerBlue );
OpenOrder = True ;
}
}
//+------------------------------------------------------------------+
and why do you use (MarketInfo(Symbol(),MODE_LOTSIZE)? what is the idea of that? first try with double lots = 1.00; and if problem still exists - please add a line telling about the reason why ea failed to send. sth like int ticket = OrderSend(***); if(ticket<0)Print("error=",GetLastError()); or more complex telling about the actual prices, lots, stoploss etc.
Few things in MQL4 to rather get used to:
All PriceDOMAIN data has to be NormalizeDouble() before sending to MetaTrader 4 Server.
All EquityDOMAIN data has to follow a set of discrete values,having MathMin( aMinLOT_SIZE + N * aMinLOT_STEP, aMaxLOT_SIZE ). Normalisation of EquityDOMAIN data is broker-specificand instrument-specific, so need not be always 2.
For XTO, OrderSend(), OrderMOdify(), OrderClose(), one ought follow something like this:
if ( OpenLong )
{ stoplosslevel = NormalizeDouble( Ask - stoploss * Point * P, _Digits ); // ALWAYS NormalizeDouble()
int RetCODE = OrderSend( _Symbol,
OP_BUY,
lots,
Ask,
slippage,
stoplosslevel,
0,
"Buy(#" + magicnumber + ")",
magicnumber,
0,
DodgerBlue
);
if ( RetCODE < 0 )
{ Print( "EXC: Tried to go LONG, OrderSend() failed to get confirmed ( Errno: ", GetLastError(), " )" );
}
else
{ OpenOrder = True;
...
}
...
}
pthread_mutex_t mutex = PTHREAD_MUTEX_INITIALIZER;
pthread_cond_t cond = PTHREAD_COND_INITIALIZER;
int token = 2;
int value = 3;
void * red ( void *arg ) {
int myid = * ((int *) arg);
pthread_mutex_lock( &mutex );
while ( myid != token) {
pthread_cond_wait( &cond, &mutex );
}
value = value + (myid + 3);
printf( "RED: id is %d \n", value);
token = (token + 1) % 3;
pthread_cond_broadcast( &cond );
pthread_mutex_unlock( &mutex );
}
void * blue ( void *arg ) {
int myid = * ((int *) arg);
pthread_mutex_lock( &mutex );
while ( myid != token) {
pthread_cond_wait( &cond, &mutex );
}
value = value * (myid + 2);
printf( "BLUE: id is %d \n", value);
token = (token + 1) % 3;
pthread_cond_broadcast( &cond );
pthread_mutex_unlock( &mutex );
}
void * white ( void *arg ) {
int myid = * ((int *) arg);
pthread_mutex_lock( &mutex );
while ( myid != token) {
pthread_cond_wait( &cond, &mutex );
}
value = value * (myid + 1);
printf( "WHITE: id is %d \n", value);
token = (token + 1) % 3;
pthread_cond_broadcast( &cond );
pthread_mutex_unlock( &mutex );
}
main( int argc, char *argv[] ) {
pthread_t tid;
int count = 0;
int id1, id2, id3;
id1 = count;
n = pthread_create( &tid, NULL, red, &id1);
id2 = ++count;
n = pthread_create( &tid, NULL, blue, &id2);
id3 = ++count;
n = pthread_create( &tid, NULL, white, &id3);
if ( n = pthread_join( tid, NULL ) ) {
fprintf( stderr, "pthread_join: %s\n", strerror( n ) );
exit( 1 );
}
}
I am just looking for comments and or notes to what the output would be. THIS IS FOR AN EXAM AND WAS OFFERED AS AN EXAMPLE. THIS IS NOT HOMEWORK OR GOING TO BE USED FOR ANY TYPE OF SUBMISSION. I am looking to understand what is going on. Any help is greatly appreciated.
I'm going to assume that you know the function of the locks, condition variables, and the waits. Basically you have three threads that each call Red, Blue, and White. Token is originally 2, and value is originally 3.
Red is called when id1 = 0, but it will stay in the while block calling wait() until the token = 0.
Blue is called when id3 = 1, and will stay in the while block called wait() until the token is 1.
White is called when id2 = 2, and will stay in the while block calling wait() until the token is 2.
So White will enter the critical section first, since it's the only one that won't enter the while loop. So value = 3 * ( 3 ) = 9; token = ( 3 ) % 3 = 0;
Broadcast wakes every waiting thread, but the only one that will enter the critical section is Red. It adds 3 to value for 12; token = ( 1 ) % 3 = 1; Broadcast wakes Blue.
Blue enters the critical section. value = 12 * 3; token = 2 ( but it doesn't matter anymore ).
This would be the order of the threads would execute, which is what I assume the test is really asking. However, what should really come out is just:
White is 9
This is because there is only one pthread_t tid. So after pthread_join( tid, NULL ), it can immediately exit. If you put different pthread_t in each of the pthread_create() then all of them would print.